COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   208,696:    71,111     27,728     30,355     92,518    137,680    193,984    195,763:    14,712     12,934
Old  :   198,995:    71,098     27,774     29,471     84,035    129,066    184,603    186,310:    14,392     12,685
Other:     9,701:       138         79        759      8,484      8,615      9,381      9,453:       320        248
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :   -35,125:     2,642      1,023    -21,044    -16,267    -13,848    -34,670    -33,870:      -456     -1,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       13.3       14.5       44.3       66.0       93.0       93.8:       7.0        6.2
Old  :     100.0:      35.7       14.0       14.8       42.2       64.9       92.8       93.6:       7.2        6.4
Other:     100.0:       1.4        0.8        7.8       87.4       88.8       96.7       97.4:       3.3        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:       113         75         80         67         72        218        197:
Old  :       280:       115         75         80         61         70        212        195:
Other:        70:        11          7         11         27         29         43         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       26.4       21.3       37.5       12.1       21.5       20.3       30.3
Old  :                 12.7       27.6       21.7       37.5       12.5       23.1       21.4       31.8
Other:                 55.6       52.0       71.7       75.7       53.8       52.0       69.0       71.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,777:     5,540      1,827      3,383      8,044     13,549     16,967     18,760:     2,810      1,017
Old  :    19,776:     5,540      1,827      3,383      8,043     13,549     16,966     18,760:     2,810      1,016
Other:         1:         0          0          0          1          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :     1,148:     1,649       -140        316       -712      1,069      1,254      1,245:      -105        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        9.2       17.1       40.7       68.5       85.8       94.9:      14.2        5.1
Old  :     100.0:      28.0        9.2       17.1       40.7       68.5       85.8       94.9:      14.2        5.1
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        32         20         15         24         16         67         40:
Old  :        81:        32         20         15         24         16         67         40:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       50.6       35.6       69.8       21.1       46.3       34.6       58.9
Old  :                 21.1       50.6       35.6       69.8       21.1       46.3       34.6       58.9
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   286,689:    98,295     31,075     67,349    106,788    181,286    272,432    279,711:    14,256      6,978
Old  :   250,481:    95,352     28,943     56,232     85,359    158,745    236,943    243,921:    13,537      6,560
Other:    36,208:     7,802      6,991      6,258     21,429     22,541     35,489     35,790:       719        418
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :    17,027:    16,064      2,578      8,410     -6,589      6,606     17,885     17,594:      -857       -567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       10.8       23.5       37.2       63.2       95.0       97.6:       5.0        2.4
Old  :     100.0:      38.1       11.6       22.4       34.1       63.4       94.6       97.4:       5.4        2.6
Other:     100.0:      21.5       19.3       17.3       59.2       62.3       98.0       98.8:       2.0        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:       126         49         76         55         45        224        136:
Old  :       246:       124         55         76         53         44        221        134:
Other:        59:        18          8         11         22         21         45         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       36.8       28.6       46.2       11.2       22.5       16.8       29.8
Old  :                 17.0       33.9       25.3       44.0       10.6       23.8       16.9       31.1
Other:                 69.2       66.6       81.7       81.7       55.6       49.2       63.3       61.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,119,488:   257,768     52,076    255,574    512,487    757,031  1,025,829  1,064,682:    93,659     54,806
Old  : 1,119,488:   257,768     52,076    255,574    512,487    757,031  1,025,829  1,064,682:    93,659     54,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :    -3,294:    -7,176    -10,382     -1,653       -731     -4,798     -9,560    -16,833:     6,266     13,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        4.7       22.8       45.8       67.6       91.6       95.1:       8.4        4.9
Old  :     100.0:      23.0        4.7       22.8       45.8       67.6       91.6       95.1:       8.4        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        80         48         82         89         84        207        181:
Old  :       230:        80         48         82         89         84        207        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       25.8       21.0       37.7        8.5       21.2       15.4       28.9
Old  :                 12.4       25.8       21.0       37.7        8.5       21.2       15.4       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   212,702:    36,101     62,853     49,277    114,745     91,965    200,124    204,095:    12,579      8,608
Old  :   193,737:    37,075     65,959     41,306    104,029     78,361    182,410    185,627:    11,327      8,111
Other:    18,965:     4,809      2,677      2,188     10,716     13,604     17,714     18,468:     1,252        497
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :   -28,240:      -439      6,433    -15,876    -11,415    -17,509    -27,731    -26,952:      -509     -1,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       29.5       23.2       53.9       43.2       94.1       96.0:       5.9        4.0
Old  :     100.0:      19.1       34.0       21.3       53.7       40.4       94.2       95.8:       5.8        4.2
Other:     100.0:      25.4       14.1       11.5       56.5       71.7       93.4       97.4:       6.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       130        131        117        134        113        323        316:
Old  :       421:       127        137        112        130        111        318        310:
Other:       122:        23         13         16         67         48         94         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       13.6       22.5       23.1       10.1       10.3       15.7       17.7
Old  :                 14.3       14.3       23.2       24.1       10.4       10.4       16.6       18.6
Other:                 39.1       36.5       50.5       51.9       34.2       35.5       42.5       48.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    90,306:    65,696     19,353      2,177      8,630     66,471     76,504     88,001:    13,802      2,305
Old  :    90,306:    65,696     19,353      2,177      8,630     66,471     76,504     88,001:    13,802      2,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :     5,525:     4,360      1,628          7       -756      3,883      3,611      5,518:     1,914          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7       21.4        2.4        9.6       73.6       84.7       97.4:      15.3        2.6
Old  :     100.0:      72.7       21.4        2.4        9.6       73.6       84.7       97.4:      15.3        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:       140         28         15         12          8        162         42:
Old  :       186:       140         28         15         12          8        162         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       78.8       37.5       87.4       27.5       78.6       36.2       87.2
Old  :                 28.1       78.8       37.5       87.4       27.5       78.6       36.2       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   388,931:    42,164     87,551      6,281    321,755    277,721    370,200    371,553:    18,731     17,378
Old  :   388,931:    42,164     87,551      6,281    321,755    277,721    370,200    371,553:    18,731     17,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :    10,126:     4,896      7,207       -798      6,016      2,329     10,114      8,738:        12      1,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       22.5        1.6       82.7       71.4       95.2       95.5:       4.8        4.5
Old  :     100.0:      10.8       22.5        1.6       82.7       71.4       95.2       95.5:       4.8        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        39         65         14        100        102        147        174:
Old  :       271:        39         65         14        100        102        147        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       35.3       52.8       46.0       39.2       35.3       48.7       45.2
Old  :                 42.2       35.3       52.8       46.0       39.2       35.3       48.7       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   164,993:    43,799      7,935      3,069    111,721    150,510    158,589    161,514:     6,404      3,479
Old  :   164,993:    43,799      7,935      3,069    111,721    150,510    158,589    161,514:     6,404      3,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :     3,842:       854        150          5      3,370      3,737      4,229      3,892:      -387        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        4.8        1.9       67.7       91.2       96.1       97.9:       3.9        2.1
Old  :     100.0:      26.5        4.8        1.9       67.7       91.2       96.1       97.9:       3.9        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        17         10          3         56         50         74         62:
Old  :       111:        17         10          3         56         50         74         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       46.1       50.2       63.1       33.9       46.1       48.2       63.0
Old  :                 35.6       46.1       50.2       63.1       33.9       46.1       48.2       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   445,338:   130,265     68,200     13,385    287,250    352,658    430,900    434,243:    14,438     11,095
Old  :   445,338:   130,265     68,200     13,385    287,250    352,658    430,900    434,243:    14,438     11,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 10, 2015                    :
     :   -16,658:     2,669     11,945        575    -18,723    -24,689    -15,479    -12,169:    -1,179     -4,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       15.3        3.0       64.5       79.2       96.8       97.5:       3.2        2.5
Old  :     100.0:      29.3       15.3        3.0       64.5       79.2       96.8       97.5:       3.2        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        66         44         18        102         82        179        133:
Old  :       251:        66         44         18        102         82        179        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       28.0       40.2       42.2       18.2       25.0       28.9       36.5
Old  :                 27.5       28.0       40.2       42.2       18.2       25.0       28.9       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 20, 2015